Too many to choose from.
Ones that stand out in my memory:
Pretty much any Mario game
Time Crisis (with the gun, obviously)
The Skate series
Before Skate came out, the Tony Hawk series - unfortunately, these games were rendered unplayable after Skate.
Call of Duty and Battlefield keep me entertained and take up most of my videogame playing time these days, but I wouldn't say they are my favorite of all time.
So, basically what I'm saying is...Ecco the Dolphin is the best game of all time.
OG Black Ops.
Then Probably BF3.
I like to shoot people. Right in the eyeballs.